I forgot to add a few things I'm not sure of. Thank you for your help!

1) We went to Trieste where our hotel was (not: where was our hotel).
2) We had a free visit of Trieste (better: we went on an unguided sightseeing tour of Trieste).
3) We saw S. Sabbia rice mill, arice mill which had been turned into a concentration camp.
4) On the last day we just saw S. Michele's mountain. (Can you use just?)
After visiting Trieste we had lunch.After lunch we went for a long walk near the hotel.
5) We visited first Trieste and then Trento.It was a very beautiful trip.

1) We went to Trieste where our hotel was.

2) We went on an unguided tour of Trieste. (You could also say "an unguided walking tour.")

3) We saw S. Sabbia Rice Mill, which had been turned into a concentration camp.

4) On the last day we just saw S. Michele's mountain. (Can you use just?) Yes, you can if you mean that it's the only thing you saw that day.)
After visiting Trieste, we had lunch. After lunch, we went for a long walk near the hotel.

5) We visited Trieste first and then Trento. It was a very beautiful trip.